201720182019202020212022−0.0200.020.0420182020202200.20.40.60.8120182020202200.10.20.320182020202200.020.040.060.080.1MONEYMAX_DEQUE_LENatr_ma_testtsmmtparameter1000000010.60.20.2valeus2016201720182019202020212022totalbacktestyear2432442432442432431851645days inyear0.2147-0.0215-0.0063-0.01020.33570.16060.07710.1392annualreturn2.0599-0.4042-0.1093-0.17712.78582.08161.64421.4045sharpratio3.6566-0.6287-0.1726-0.25415.83393.4592.60182.4792sortinaratio-0.0526-0.0529-0.0528-0.0659-0.0488-0.0457-0.0309-0.1089maxdrawdown2016-07-052017-08-282018-08-232019-01-032020-03-312021-10-132022-03-102016-12-19max downstart date2016-09-192017-11-242018-11-052019-05-132020-06-242021-12-272022-05-112019-05-13max downlowest date521256883575343581longestdownperiod66145125243758479791longestrecoverperiod
ATRMAUnderlying returns in sectorTotal return and margin precentageSector returnSector margin percentageBacktest parametersAnnual statistic metricsOthersAgricultureNonferrousEnergy ChemicalNoble metalBlackall